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ACM
AlphaCrest Capital Management Portfolio holdings
AUM
$1.64B
1-Year Est. Return
23.4%
This Fund
S&P 500
This Quarter
Est. Return
-2.84%
1 Year Est. Return
-23.4%
3 Year Est. Return
-8.44%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.93B
AUM Growth
-$392M
(-17%)
Cap. Flow
-$326M
Cap. Flow
% of AUM
-16.85%
Top 10 Holdings %
Top 10 Hldgs %
6.6%
Holding
1,442
New
239
Increased
436
Reduced
552
Closed
215
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Adobe
ADBE
|
+$14.5M |
| 2 |
Target
TGT
|
+$11.8M |
| 3 |
Wells Fargo
WFC
|
+$10.9M |
| 4 |
Royal Bank of Canada
RY
|
+$9.42M |
| 5 |
Bristol-Myers Squibb
BMY
|
+$9.39M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Colgate-Palmolive
CL
|
+$14.2M |
| 2 |
FISV
Fiserv Inc
FISV
|
+$12.9M |
| 3 |
AbbVie
ABBV
|
+$12.8M |
| 4 |
Canadian National Railway
CNI
|
+$10.5M |
| 5 |
Procter & Gamble
PG
|
+$10.4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 18.98% |
| 2 | Financials | 15.58% |
| 3 | Healthcare | 14.05% |
| 4 | Industrials | 12.98% |
| 5 | Consumer Discretionary | 11.01% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
PRFT
1051
DELISTED
Perficient Inc
PRFT
| $346K | 0.02% |
+2,992
| New | +$308K |
|
1052
BorgWarner
BWA
$13.7B
| $345K | 0.02% |
9,070
-6,275
| -41% | -$250K |
|
1053
Cognizant
CTSH
$25.1B
| $345K | 0.02% |
4,643
-57,593
| -93% | -$4.25M |
|
1054
American Eagle Outfitters
AEO
$2.99B
| $344K | 0.02% |
13,349
+5,026
| +60% | +$160K |
|
|
AY
1055
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $344K | 0.02% |
9,955
-2,945
| -23% | -$112K |
|
1056
Forward Air
FWRD
$487M
| $343K | 0.02% |
4,137
-399
| -9% | -$34.9K |
|
1057
ServiceNow
NOW
$121B
| $343K | 0.02% |
2,755
-27,230
| -91% | -$3.3M |
|
1058
CNX Resources
CNX
$5.11B
| $342K | 0.02% |
27,106
+5,805
| +27% | +$70.2K |
|
1059
Paylocity
PCTY
$7.91B
| $340K | 0.02% |
1,213
-2,938
| -71% | -$706K |
|
1060
Travel + Leisure Co
TNL
$4.77B
| $340K | 0.02% |
6,235
-11,738
| -65% | -$642K |
|
1061
Boston Properties
BXP
$11.2B
| $339K | 0.02% |
+3,129
| New | +$358K |
|
1062
Rapid7
RPD
$726M
| $339K | 0.02% |
3,001
-2,841
| -49% | -$322K |
|
1063
Sprouts Farmers Market
SFM
$7.94B
| $339K | 0.02% |
14,619
-60,705
| -81% | -$1.48M |
|
1064
Bally's
BALY
$686M
| $336K | 0.02% |
+6,700
| New | +$327K |
|
1065
Qorvo
QRVO
$8.4B
| $336K | 0.02% |
2,011
-2,159
| -52% | -$401K |
|
1066
Lear
LEA
$6.18B
| $335K | 0.02% |
2,141
-5,582
| -72% | -$914K |
|
|
ATVI
1067
DELISTED
Activision Blizzard
ATVI
| $333K | 0.02% |
4,301
-67,286
| -94% | -$5.62M |
|
1068
Domo
DOMO
$179M
| $332K | 0.02% |
+3,937
| New | +$337K |
|
1069
Sonos
SONO
$1.88B
| $331K | 0.02% |
10,227
-7,129
| -41% | -$257K |
|
1070
Sun Communities
SUI
$14.9B
| $331K | 0.02% |
+1,789
| New | +$345K |
|
|
VG
1071
DELISTED
Vonage Holdings Corporation
VG
| $331K | 0.02% |
20,533
-24,567
| -54% | -$356K |
|
1072
Tootsie Roll Industries
TR
$2.99B
| $330K | 0.02% |
+12,579
| New | +$355K |
|
1073
Encore Capital Group
ECPG
$1.99B
| $329K | 0.02% |
6,671
-2,232
| -25% | -$106K |
|
1074
Kilroy Realty
KRC
$4.5B
| $329K | 0.02% |
4,965
-17,886
| -78% | -$1.21M |
|
1075
PRA Group
PRAA
$656M
| $329K | 0.02% |
+7,817
| New | +$312K |
|
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AlphaCrest Capital Management's Q3 2021 Portfolio in Review
As of Q3 2021, AlphaCrest Capital Management held 1,442 positions worth $1.93B, down 17% from $2.33B the previous quarter. Its ten largest holdings account for 6.6% of the portfolio.
AlphaCrest Capital Management withdrew a net $326M in Q3 2021, closing 215 positions and reducing 552 holdings. Its most notable exit was Dominion Energy, an estimated $5.36M position sold in full.
By sector, the portfolio is most concentrated in Technology at 19% of assets, down from 19% a quarter earlier, followed by Financials and Healthcare.
Against the trend, AlphaCrest Capital Management opened a new position in Adobe worth $13.3M.
- AlphaCrest Capital Management's largest Q3 2021 buy was Adobe: 23,068 shares worth $13.3M.
- AlphaCrest Capital Management added most to Target in Q3 2021, an estimated $11.8M increase.
- AlphaCrest Capital Management's biggest Q3 2021 reduction was Colgate-Palmolive, cutting an estimated $14.2M.
- AlphaCrest Capital Management fully exited Dominion Energy in Q3 2021, selling an estimated $5.36M.
- AlphaCrest Capital Management's ten largest holdings make up 6.6% of its $1.93B portfolio in Q3 2021.
- AlphaCrest Capital Management opened 239 new positions and closed 215 in Q3 2021.
- AlphaCrest Capital Management's portfolio value fell 17% quarter-over-quarter to $1.93B.
Based on AlphaCrest Capital Management's 13F filing for Q3 2021, filed 10 Nov 2021.